+67.6%
TEL vs MTSI
+241.4%
-173.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -3.9% | -2.3% |
| 7D | -1.4% | +4.9% | -6.3% | -2.7% |
| 30D | -4.9% | -11.6% | +6.7% | -2.0% |
| 3M | +0.1% | -24.1% | +24.1% | +6.6% |
| 6M | +0.4% | +32.4% | -32.1% | -10.6% |
| YTD | -8.9% | +60.4% | -69.4% | -24.1% |
| 1Y | -0.3% | +111.0% | -111.3% | -24.1% |
| 3Y | +67.6% | +246.1% | -178.5% | +2.9% |
| All | +67.6% | +241.4% | -173.7% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling